The two were spotted at the event held on Monday, November 17 in New York City, reported Contactmusic.
The 38-year-old 'Star Trek Into Darkness' actor announced the couple's engagement in a UK newspaper earlier this month after a whirlwind romance.
Hunter, 36, who first met Cumberbatch when they appeared together in the 2009 film 'Burlesque Fairytales', looked elegant in a long, black dress with embroidered blue and green flowers
The couple posed for pictures outside the Ziegfeld Theatre with their arms wrapped around each other.